cdfgld {lmomco} | R Documentation

## Cumulative Distribution Function of the Generalized Lambda Distribution

### Description

This function computes the cumulative probability or nonexceedance probability of the Generalized Lambda distribution given parameters (xi, α, kappa, and h) of the distribution computed by `pargld` or similar. The cumulative distribution function of the distribution has no explicit form. The R function `uniroot` is used to root the quantile function `quagld` to compute the nonexceedance probability. The function returns 0 or 1 if the `x` argument is at or beyond the limits of the distribution as specified by the parameters.

### Usage

    cdfgld(x, gldpara, paracheck)

### Arguments

`x` | A real value.
`gldpara` | The parameters from `pargld` or similar.
`paracheck` | A logical switch as to whether the validity of the parameters should be checked. Default is `paracheck=TRUE`. This switch is made so that the root solution needed for `cdfgld` exhibits an extreme speed increase because of the repeated calls to `quagld`.

### Value

Nonexceedance probability (F) for x.

### Author(s)

W.H. Asquith

### References

Karian, Z.A., and Dudewicz, E.J., 2000, Fitting statistical distributions—The generalized lambda distribution and generalized bootstrap methods: CRC Press, Boca Raton, FL, 438 p.

### See Also

`quagld`, `lmomgld`, `pargld`

### Examples

      P <- vec2par(c(123,340,0.4,0.654),type='gld')
      cdfgld(300,P)

[Package lmomco version 0.92 Index]